UC WAR. CALL 12/24 ADS/ DE000HC30LJ1 /
| 23/08/2024 21:40:08 | Chg.+0.1300 | Bid21:59:40 | Ask21:59:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7200EUR | +5.02% | 2.5700 Bid Size: 8,000 |
2.9200 Ask Size: 8,000 |
ADIDAS AG NA O.N. | 200.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC30LJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADIDAS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.61 |
|---|---|
| Intrinsic value: | 1.92 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.27 |
| Parity: | 1.92 |
| Time value: | 1.00 |
| Break-even: | 229.20 |
| Moneyness: | 1.10 |
| Premium: | 0.05 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.35 |
| Spread %: | 13.62% |
| Delta: | 0.73 |
| Theta: | -0.07 |
| Omega: | 5.51 |
| Rho: | 0.42 |
Quote data
| Open: | 2.5800 |
|---|---|
| High: | 2.7200 |
| Low: | 2.5700 |
| Previous Close: | 2.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.64% | ||
|---|---|---|---|
| 1 Month | -27.47% | ||
| 3 Months | -26.49% | ||
| YTD | +39.49% | ||
| 1 Year | +30.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7200 | 2.4000 |
|---|---|---|
| 1M High / 1M Low: | 4.3300 | 2.3900 |
| 6M High / 6M Low: | 4.5500 | 1.6100 |
| High (YTD): | 29/04/2024 | 4.5500 |
| Low (YTD): | 24/01/2024 | 1.0200 |
| 52W High: | 29/04/2024 | 4.5500 |
| 52W Low: | 24/01/2024 | 1.0200 |
| Avg. price 1W: | 2.5840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2094 | |
| Avg. volume 6M: | .2362 | |
| Avg. price 1Y: | 2.4718 | |
| Avg. volume 1Y: | 96.7922 | |
| Volatility 1M: | 109.64% | |
| Volatility 6M: | 111.50% | |
| Volatility 1Y: | 128.10% | |
| Volatility 3Y: | - |
